Anic Equity¶

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Total return since start: 0.583 %¶

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Equity now: -----------------------------> 48356.98 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 44295.38 Kr¶

PnL: ---------------------------------------> -760.62 Kr¶

DD now: ---------------------------------> -8.967 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-07 11:46:26.247964'

Anic Portfolio¶

Today¶

Return: 0.09 %¶

This Week¶

Return: -1.919 %¶

Total portfolio value¶

Return including deposits: 58.308 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.520000 1620.000000 151.000000 10.280000 1468.999998
Hexatronic Group 12 6.500000 1062.000000 95.000000 9.820000 966.999996
Hoist Finance 35 -0.170000 1011.500000 31.500000 3.210000 980.000000
OX2 13 -0.070000 971.100000 21.100000 2.220000 949.999999
VEF 909 1.790000 1863.450000 13.450000 0.730000 1850.000436
Clas Ohlson B 12 5.800000 985.800000 12.800000 1.320000 972.999996
BioGaia B 8 3.340000 941.600000 11.600000 1.250000 930.000000
Gränges 9 2.360000 937.800000 9.800000 1.060000 927.999999
INVISIO 16 1.090000 3696.000000 7.000000 0.190000 3689.000000
HEXPOL B 9 1.610000 1025.100000 4.100000 0.400000 1020.999996
Sagax B 4 0.140000 856.800000 2.800000 0.330000 854.000000
Sagax A 4 0.470000 856.000000 2.000000 0.230000 854.000000
JM 6 -1.030000 863.400000 -0.600000 -0.070000 864.000000
Atrium Ljungberg B 5 -3.260000 933.500000 -1.500000 -0.160000 935.000000
Bilia A 8 1.460000 891.200000 -8.800000 -0.980000 900.000000
Catena 2 -1.910000 782.000000 -10.000000 -1.260000 792.000000
AcadeMedia 8 -2.800000 388.800000 -13.200000 -3.280000 402.000000
Byggmax Group 33 2.370000 942.480000 -13.520000 -1.410000 956.000001
Biotage 7 -1.130000 919.100000 -21.900000 -2.330000 940.999997
Creaspac SPAC 39 0.210000 3693.300000 -24.700000 -0.660000 3717.999987
Addnode Group B 11 1.880000 895.400000 -25.600000 -2.780000 921.000003
SKF B 5 1.360000 912.500000 -27.500000 -2.930000 940.000000
ASSA ABLOY B 3 -0.320000 750.600000 -28.400000 -3.650000 779.000001
EQT 4 0.760000 799.200000 -32.800000 -3.940000 832.000000
Alimak Group 11 1.000000 892.100000 -35.900000 -3.870000 927.999996
Nordic Waterproofing Holding 7 -0.300000 931.000000 -36.000000 -3.720000 966.999999
Latour B 4 1.240000 816.000000 -41.000000 -4.780000 857.000000
Platzer Fastigheter Holding B 12 -0.130000 907.200000 -53.800000 -5.600000 960.999996
Vitec Software Group B 2 1.570000 1033.000000 -54.000000 -4.970000 1087.000000
Bufab 3 1.680000 1052.400000 -56.600000 -5.100000 1109.000001
Indutrade 5 0.350000 1157.000000 -61.000000 -5.010000 1218.000000
Orrön Energy 180 0.000000 1952.100000 -90.900000 -4.450000 2043.000000
Sedana Medical 93 0.850000 2416.140000 -104.860000 -4.160000 2521.000011
BHG Group 97 -0.680000 1283.310000 -175.690000 -12.040000 1458.999989
Hexagon B 26 0.200000 3256.500000 -204.500000 -5.910000 3461.000010
TOTAL 44295.380000 -760.620000 -8.96713% 45056.000411

Updated:¶

'2023-07-07 11:46:44.464560'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶